Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320418.4088 | 1326971.2013 | -6552.7925 | 186613.456 | -490528.7289 | 677142.185 |
Total P&L (%) | 1320.4184 | 1326.9712 | -6.5528 | 186.6135 | -490.5287 | 677.1422 |
Avg Daily Profit (%) | 0.7326 | 0.7363 | -0.0036 | 0.0584 | 0 | 0.1138 |
Buy And Hold Return (%) | 206.9574 | 206.9574 | 206.9574 | 206.9574 | 206.9574 | 206.9574 |
Max Trade Drawdown | -105493 | -145066 | -156800 | -718306 | -1298355 | -256065 |
Profit Factor | 2.6989 | 4.4751 | 0.9834 | 1.0531 | 0.7735 | 1.5025 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 40.1961 | 33.3333 | 47.0588 | 40.1961 | 33.3333 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.0154 | 8.9502 | 1.1064 | 1.5668 | 1.547 | 1.6903 |
Largest Winning Trade | 1179141 | 1179141 | 56319 | 425182 | 425182 | 286248 |
Largest Losing Trade | -52642 | -39872 | -52642 | -299882 | -299882 | -144852 |
Avg Bars in Trades | 208 | 188 | 229 | 208 | 188 | 229 |
Avg Bars in Winners | 316 | 313 | 319 | 316 | 313 | 319 |
Avg Bars in Losers | 136 | 126 | 149 | 136 | 126 | 149 |
Bars Traded | 21312 | 9625 | 11687 | 21312 | 9625 | 11687 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496246 | -166897 | -760310 | -445191 | -764537 | -222249 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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